Multinomial probit Bayesian additive regression trees

Bereket P. Kindo, Hao Wang, Edsel A. Peña
2016 Stat  
This article proposes multinomial probit Bayesian additive regression trees (MPBART) as a multinomial probit extension of BART -Bayesian additive regression trees. MPBART is flexible to allow inclusion of predictors that describe the observed units as well as the available choice alternatives. Through two simulation studies and four real data examples, we show that MPBART exhibits very good predictive performance in comparison to other discrete choice and multiclass classification methods. To
more » ... plement MPBART, the R package mpbart is freely available from CRAN repositories.
doi:10.1002/sta4.110 pmid:27330743 pmcid:PMC4909838 fatcat:57glvv7e3rhyffbmybjdecuk3a